Random matrix theory
References
[this page | pdf | references | back links]
Return
to main page
References
Edelman, A.
and Rao, N.R. (2005). Random matrix theory. Acta Numerica 14,
pp. 233-297
Laloux, L.,
Cizeau, P., Bouchard, J-P. and Potters, M. (1999). Random matrix theory. Risk,
March 1999
Scherer, B.
(2007). Portfolio Construction and Risk Budgeting. 3rd
ed. RiskBooks
NAVIGATION LINKS
Contents | Prev